Anic Equity¶

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Total return since start: 0.713 %¶

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Equity now: -----------------------------> 52316.12 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45981.09 Kr¶

PnL: ---------------------------------------> -771.91 Kr¶

DD now: ---------------------------------> -1.514 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 10:04:50.012200'

Anic Portfolio¶

Today¶

Return: 0.0 %¶

This Week¶

Return: 0.0 %¶

Total portfolio value¶

Return including deposits: 71.27 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 -1.620000 685.510000 46.510000 7.280000 638.999984
Embracer Group B 26 4.010000 701.090000 39.090000 5.900000 661.999988
Vitrolife 3 3.550000 699.600000 22.600000 3.340000 677.000001
Addtech B 3 2.470000 720.600000 20.600000 2.940000 699.999999
Sedana Medical 135 -1.830000 4349.700000 18.700000 0.430000 4330.999935
Biotage 4 0.260000 620.000000 17.000000 2.820000 603.000000
Eastnine 6 -2.610000 672.000000 15.000000 2.280000 657.000000
Addnode Group B 6 2.240000 766.200000 14.200000 1.890000 751.999998
Indutrade 5 1.790000 1334.000000 14.000000 1.060000 1320.000000
SynAct Pharma 9 -2.400000 657.900000 12.900000 2.000000 645.000003
Sdiptech B 3 0.430000 832.800000 10.800000 1.310000 822.000000
Xvivo Perfusion 3 -0.180000 855.000000 10.000000 1.180000 845.000001
BONESUPPORT HOLDING 10 -0.160000 1231.000000 7.000000 0.570000 1224.000000
Latour B 2 2.110000 455.400000 6.400000 1.430000 449.000000
Nolato B 12 -0.640000 654.000000 6.000000 0.930000 648.000000
NCC B 7 -0.320000 656.600000 2.600000 0.400000 653.999997
Fortnox 10 3.310000 668.400000 0.400000 0.060000 668.000000
Profoto Holding 7 0.000000 581.000000 -1.000000 -0.170000 581.999999
NCC A 6 1.630000 597.600000 -1.400000 -0.230000 598.999998
Lime Technologies 2 -1.180000 587.000000 -6.000000 -1.010000 593.000000
Volati 5 -4.550000 566.000000 -8.000000 -1.390000 574.000000
Sampo Oyj SDB 1 -1.100000 496.500000 -8.500000 -1.680000 505.000000
SCA A 4 0.000000 590.400000 -8.600000 -1.440000 599.000000
Investor B 3 0.510000 648.900000 -9.100000 -1.380000 657.999999
Balco Group 39 0.000000 1860.300000 -14.700000 -0.780000 1874.999997
Humana 40 -0.120000 642.400000 -31.600000 -4.690000 674.000000
Lundin Gold 7 1.380000 922.600000 -51.400000 -5.280000 973.999999
Creades A 7 1.230000 548.450000 -62.550000 -10.240000 610.999998
Ambea 68 0.330000 2467.040000 -69.960000 -2.760000 2537.000032
Investor A 16 0.420000 3470.400000 -74.600000 -2.100000 3545.000000
New Wave B 40 -0.090000 3815.200000 -100.800000 -2.570000 3916.000000
Gaming Innovation Group 161 -0.400000 4025.000000 -163.000000 -3.890000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.340000 2571.500000 -395.500000 -13.330000 2966.999993
TOTAL 45981.090000 -771.910000 -1.51398% 46752.999863

Updated:¶

'2023-06-13 10:05:07.655598'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶